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~person:"Chan, Joshua"
~person:"Scharth, Marcel"
~subject:"Volatilität"
~subject:"Welt"
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Search: subject_exact:"Zustandsraummodell"
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Volatilität
Welt
Zustandsraummodell
41
State space model
39
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24
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23
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23
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Chan, Joshua
Scharth, Marcel
Koopman, Siem Jan
24
Martin, Gael M.
12
Tiwari, Aviral Kumar
11
Bos, Charles S.
9
Forbes, Catherine Scipione
9
Maneesoonthorn, Worapree
8
Barunik, Jozef
6
Baruník, Jozef
6
Chan, Joshua C. C.
6
Dungey, Mardi H.
6
Lucas, Andre
6
Lucas, André
6
Nakajima, Jouchi
6
Poon, Aubrey
6
Schwaab, Bernd
6
Shephard, Neil G.
6
Aloui, Chaker
5
Delle Monache, Davide
5
Flavin, Thomas J.
5
Ftiti, Zied
5
Ghosh, Indranil
5
Gupta, Rangan
5
Jawadi, Fredj
5
Leduc, Sylvain
5
Moran, Kevin
5
Petrella, Ivan
5
Venditti, Fabrizio
5
Vigfusson, Robert J.
5
Bouri, Elie
4
Cross, Jamie
4
Dwyer, Gerald P. <jun.>
4
Eisenstat, Eric
4
Fernández, Viviana
4
Jensen, Mark J.
4
Omori, Yasuhiro
4
Onder, Harun
4
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4
Sanghi, Apurva
4
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ECONIS (ZBW)
21
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1
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
2
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
3
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
4
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
6
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
7
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758150
Saved in:
8
A new model of inflation, trend inflation, and long-run inflation expectations
Chan, Joshua
;
Clark, Todd E.
;
Koop, Gary
-
2015
Persistent link: https://www.econbiz.de/10011386660
Saved in:
9
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
10
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342411
Saved in:
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